Estimating dynamic equilibrium models with stochastic volatility (Q2343772)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating dynamic equilibrium models with stochastic volatility |
scientific article |
Statements
Estimating dynamic equilibrium models with stochastic volatility (English)
0 references
6 May 2015
0 references
dynamic equilibrium models
0 references
stochastic volatility
0 references
parameter drifting
0 references
Bayesian methods
0 references
0 references
0 references
